里斯空间中的Bernoulli过程
泛函分析
2017-07-05 v1
摘要
在Kuo、Labuschagne和Watson的免测度Riesz空间框架[{Conditional expectations on Riesz spaces}, J. Math. Anal. Appl., 303 (2005), 509-521]中,但在Labuschagne和Watson引入的抽象空间[{ Discrete Stochastic Integration in Riesz Spaces}, Positivity, 14, (2010), 859 - 575]上,研究了条件期望算子的作用和平均性质。在此框架下,证明了条件期望算子保持不变,并证明了Bienaymé等式和Tchebichev不等式。在此基础上考虑了Bernoulli过程。提出并证明了Bernoulli的强大数定律和Poisson定理。
引用
@article{arxiv.1707.00968,
title = {Bernoulli Processes in Riesz spaces},
author = {Wen-Chi Kuo and Jessica Joy Vardy and Bruce Alastair Watson},
journal= {arXiv preprint arXiv:1707.00968},
year = {2017}
}
备注
Ordered Structures and Applications: Positivity VII. Trends in Mathematics 263-274, 2016